Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.332077 0.363346 0.397482 0.437738 0.484200 0.536495 0.600308
2025-06-01 0.292519 0.332618 0.378989 0.437256 0.509503 0.597513 0.715046
2025-06-08 0.272311 0.319113 0.375774 0.450798 0.549723 0.679087 0.867218
2025-06-15 0.253032 0.303499 0.366827 0.454291 0.575670 0.744430 1.009576
2025-06-22 0.235299 0.287488 0.354892 0.451264 0.590906 0.795716 1.140964
2025-06-29 0.220730 0.273950 0.344405 0.448234 0.604602 0.845515 1.279967
2025-07-06 0.204891 0.257300 0.327984 0.434598 0.600084 0.865312 1.371198
2025-07-13 0.197708 0.251736 0.326233 0.441783 0.627904 0.941389 1.584708
2025-07-20 0.190981 0.246205 0.323888 0.447508 0.653654 1.017863 1.822223
2025-07-27 0.182714 0.237882 0.316736 0.444857 0.664715 1.069183 2.022100
2025-08-03 0.176486 0.232057 0.312778 0.446749 0.683581 1.138408 2.289234
2025-08-10 0.166629 0.220371 0.299180 0.431640 0.670038 1.140124 2.384736
2025-08-17 0.156799 0.208472 0.284909 0.414891 0.652769 1.133691 2.464213
2025-08-24 0.151802 0.203523 0.281092 0.415481 0.668163 1.200471 2.787687
2025-08-31 0.149956 0.203174 0.284395 0.428513 0.709206 1.334021 3.404393
2025-09-07 0.146207 0.199691 0.282418 0.431959 0.731440 1.428601 3.957754
2025-09-14 0.141500 0.194482 0.277300 0.429231 0.740408 1.492032 4.440889
2025-09-21 0.137117 0.189572 0.272386 0.426450 0.748873 1.556358 4.989122
2025-09-28 0.131180 0.181964 0.262589 0.413774 0.734098 1.553351 5.208499
2025-10-05 0.129134 0.180456 0.262961 0.420469 0.763724 1.685663 6.313670
2025-10-12 0.126956 0.178626 0.262661 0.425799 0.790962 1.819699 7.659776
2025-10-19 0.123595 0.174734 0.258589 0.423334 0.799278 1.896370 8.755790
2025-10-26 0.121110 0.172172 0.256700 0.425094 0.818226 2.015282 10.486338